Munich Personal RePEc Archive

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Group by: Date | Item ID
Number of items: 3.

March 2015

Francq, Christian and Thieu, Le Quyen (2015): Qml inference for volatility models with covariates.

1 August 2016

Thieu, Le Quyen (2016): Variance targeting estimation of the BEKK-X model.

1 September 2016

Thieu, Le Quyen (2016): Equation by equation estimation of the semi-diagonal BEKK model with covariates.

This list was generated on Sun Aug 25 03:41:34 2019 CEST.
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